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Nowadays, power systems play an important role in the whole electric industry. Failures of such systems should result in serious social and economical damages. Therefore, the power systems should be highly reliable. This paper presents the method to build a new type of failure diagnosis system based on rough set theory. The testing data of power systems for their failure conditions are based on experts' evaluations with uncertainty, especially little knowledge and human experiences are available on power system failure diagnosis. The rough set theory plays a vital role in handling them.